PREVIEW / etf_30min / 2014-10-22
file: by_date/etf_30min/2014/2014-10-22.parquet size: 370 KB rows: 12,381
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2014-10-22 04:00:00 | SPY | ETF | 194.25 | 194.25 | 193.82 | 193.84 | 31631.0 |
| 2014-10-22 04:30:00 | SPY | ETF | 193.74 | 193.94 | 193.7 | 193.88 | 41252.0 |
| 2014-10-22 05:00:00 | SPY | ETF | 193.87 | 194.05 | 193.87 | 193.87 | 12823.0 |
| 2014-10-22 05:30:00 | SPY | ETF | 193.85 | 194.05 | 193.84 | 193.84 | 187888.0 |
| 2014-10-22 06:00:00 | SPY | ETF | 193.91 | 193.95 | 193.8 | 193.95 | 105339.0 |
| 2014-10-22 06:30:00 | SPY | ETF | 193.99 | 194.14 | 193.9 | 194.08 | 52021.0 |
| 2014-10-22 07:00:00 | SPY | ETF | 194.09 | 194.25 | 193.93 | 194.06 | 167264.0 |
| 2014-10-22 07:30:00 | SPY | ETF | 194.04 | 194.29 | 193.95 | 194.25 | 501115.0 |
| 2014-10-22 08:00:00 | SPY | ETF | 194.25 | 194.27 | 193.93 | 194.19 | 750069.0 |
| 2014-10-22 08:30:00 | SPY | ETF | 194.19 | 194.63 | 194.04 | 194.53 | 1255044.0 |
| 2014-10-22 09:00:00 | SPY | ETF | 194.55 | 194.56 | 194.32 | 194.41 | 928246.0 |
| 2014-10-22 09:30:00 | SPY | ETF | 194.41 | 194.72 | 193.92 | 194.64 | 15773758.0 |
| 2014-10-22 10:00:00 | SPY | ETF | 194.65 | 194.68 | 194.055 | 194.48 | 9435055.0 |
| 2014-10-22 10:30:00 | SPY | ETF | 194.48 | 194.65 | 194.2 | 194.43 | 7763559.0 |
| 2014-10-22 11:00:00 | SPY | ETF | 194.43 | 194.88 | 194.36 | 194.68 | 8094828.0 |
| 2014-10-22 11:30:00 | SPY | ETF | 194.69 | 194.91 | 194.55 | 194.611 | 5981809.0 |
| 2014-10-22 12:00:00 | SPY | ETF | 194.61 | 194.7 | 194.03 | 194.24 | 6788146.0 |
| 2014-10-22 12:30:00 | SPY | ETF | 194.24 | 194.25 | 193.42 | 193.9 | 12354249.0 |
| 2014-10-22 13:00:00 | SPY | ETF | 193.9 | 194.09 | 193.319 | 193.42 | 9228940.0 |
| 2014-10-22 13:30:00 | SPY | ETF | 193.41 | 193.63 | 193.15 | 193.21 | 8122079.0 |
| 2014-10-22 14:00:00 | SPY | ETF | 193.2 | 193.52 | 193.02 | 193.19 | 9848496.0 |
| 2014-10-22 14:30:00 | SPY | ETF | 193.195 | 193.71 | 192.92 | 193.68 | 13355681.0 |
| 2014-10-22 15:00:00 | SPY | ETF | 193.69 | 193.73 | 193.23 | 193.39 | 9923295.0 |
| 2014-10-22 15:30:00 | SPY | ETF | 193.39 | 193.41 | 192.61 | 192.71 | 18767857.0 |
| 2014-10-22 16:00:00 | SPY | ETF | 192.72 | 193.8838 | 192.6553 | 193.11 | 7388640.0 |
| 2014-10-22 16:30:00 | SPY | ETF | 193.09 | 193.23 | 192.69 | 193.05 | 1186866.0 |
| 2014-10-22 17:00:00 | SPY | ETF | 193.06 | 193.09 | 192.69 | 193.09 | 401990.0 |
| 2014-10-22 17:30:00 | SPY | ETF | 193.07 | 193.08 | 193.03 | 193.05 | 1053007.0 |
| 2014-10-22 18:00:00 | SPY | ETF | 193.05 | 193.29 | 192.94 | 193.22 | 128841.0 |
| 2014-10-22 18:30:00 | SPY | ETF | 193.26 | 193.3 | 193.23 | 193.3 | 92264.0 |
| 2014-10-22 19:00:00 | SPY | ETF | 193.31 | 193.4 | 193.25 | 193.25 | 69934.0 |
| 2014-10-22 19:30:00 | SPY | ETF | 193.24 | 193.28 | 193.11 | 193.21 | 107405.0 |
| 2014-10-22 04:00:00 | QQQ | ETF | 96.9 | 96.9 | 96.9 | 96.9 | 2000.0 |
| 2014-10-22 04:30:00 | QQQ | ETF | 96.89 | 96.89 | 96.89 | 96.89 | 1283.0 |
| 2014-10-22 05:00:00 | QQQ | ETF | 96.99 | 96.99 | 96.94 | 96.94 | 1600.0 |
| 2014-10-22 05:30:00 | QQQ | ETF | 96.95 | 97.02 | 96.95 | 97.02 | 2300.0 |
| 2014-10-22 06:00:00 | QQQ | ETF | 96.94 | 96.99 | 96.92 | 96.98 | 2400.0 |
| 2014-10-22 06:30:00 | QQQ | ETF | 96.96 | 97.12 | 96.96 | 97.06 | 18113.0 |
| 2014-10-22 07:00:00 | QQQ | ETF | 97.06 | 97.14 | 96.98 | 97.01 | 19200.0 |
| 2014-10-22 07:30:00 | QQQ | ETF | 97.02 | 97.09 | 96.96 | 97.08 | 109672.0 |
| 2014-10-22 08:00:00 | QQQ | ETF | 97.06 | 97.07 | 96.92 | 97.07 | 68794.0 |
| 2014-10-22 08:30:00 | QQQ | ETF | 97.04 | 97.22 | 96.98 | 97.17 | 194071.0 |
| 2014-10-22 09:00:00 | QQQ | ETF | 97.19 | 97.19 | 97.04 | 97.15 | 454378.0 |
| 2014-10-22 09:30:00 | QQQ | ETF | 97.16 | 97.27 | 96.671 | 97.22 | 6413445.0 |
| 2014-10-22 10:00:00 | QQQ | ETF | 97.23 | 97.25 | 96.79 | 97.065 | 3215453.0 |
| 2014-10-22 10:30:00 | QQQ | ETF | 97.06 | 97.21 | 96.93 | 97.08 | 1848779.0 |
| 2014-10-22 11:00:00 | QQQ | ETF | 97.08 | 97.3 | 97.01 | 97.18 | 2464095.0 |
| 2014-10-22 11:30:00 | QQQ | ETF | 97.18 | 97.28 | 97.03 | 97.04 | 1427039.0 |
| 2014-10-22 12:00:00 | QQQ | ETF | 97.045 | 97.1 | 96.74 | 96.93 | 1771311.0 |
| 2014-10-22 12:30:00 | QQQ | ETF | 96.93 | 96.9301 | 96.47 | 96.77 | 3370166.0 |
> showing 50 of 12,381 rows — these rows as CSV